PGP also ensures the authenticity of your messages by verifying that a message received did indeed originate from the person claiming to have sent it and that the message has not been altered in any way during its delivery. When using PGP's authentication capabilities to send out your own authenticated messages, you use your private key to digitally sign the messages you send to others.
The recipient can then use their copy of your public key to determine if you really sent the e-mail and to ensure that it has not been modified during transit. And when someone sends you e-mail with their digital signature, you use a copy of their public key to verify the signature and to make sure that the message has not been tampered with.